Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 2.43% | 0.38 CHF | 0.39 CHF | 116,000 | 116,000 | 117,699 | 117,699 | 47,883 CHF | 49,060 CHF | 100.00% | 100.00% |
10/05/2024 | 2.52% | 0.40 CHF | 0.41 CHF | 118,000 | 118,000 | 116,503 | 116,503 | 45,599 CHF | 46,764 CHF | 100.00% | 100.00% |
08/05/2024 | 2.48% | 0.40 CHF | 0.41 CHF | 118,000 | 118,000 | 117,967 | 117,967 | 47,105 CHF | 48,285 CHF | 99.06% | 99.06% |
07/05/2024 | 2.44% | 0.41 CHF | 0.42 CHF | 118,000 | 118,000 | 117,953 | 117,953 | 47,901 CHF | 49,081 CHF | 99.66% | 99.66% |
06/05/2024 | 2.36% | 0.41 CHF | 0.42 CHF | 118,000 | 118,000 | 119,039 | 119,039 | 49,893 CHF | 51,083 CHF | 100.00% | 100.00% |
03/05/2024 | 2.35% | 0.43 CHF | 0.44 CHF | 120,000 | 120,000 | 119,782 | 119,782 | 50,315 CHF | 51,513 CHF | 100.00% | 100.00% |
02/05/2024 | 2.41% | 0.43 CHF | 0.44 CHF | 120,000 | 120,000 | 118,315 | 118,315 | 48,601 CHF | 49,784 CHF | 100.00% | 100.00% |
30/04/2024 | 2.28% | 0.44 CHF | 0.45 CHF | 120,000 | 120,000 | 119,940 | 119,940 | 51,990 CHF | 53,190 CHF | 99.99% | 99.99% |
29/04/2024 | 2.35% | 0.42 CHF | 0.43 CHF | 120,000 | 120,000 | 119,275 | 119,275 | 50,114 CHF | 51,307 CHF | 99.57% | 99.57% |
26/04/2024 | 2.33% | 0.42 CHF | 0.43 CHF | 120,000 | 120,000 | 119,504 | 119,504 | 50,665 CHF | 51,860 CHF | 99.60% | 99.60% |